/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(DepositIsdaCreditCurveNode beanToCopy) { this.label = beanToCopy.getLabel(); this.observableId = beanToCopy.getObservableId(); this.tenor = beanToCopy.getTenor(); this.spotDateOffset = beanToCopy.getSpotDateOffset(); this.businessDayAdjustment = beanToCopy.getBusinessDayAdjustment(); this.dayCount = beanToCopy.getDayCount(); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 102727412: // label return ((DepositIsdaCreditCurveNode) bean).getLabel(); case -518800962: // observableId return ((DepositIsdaCreditCurveNode) bean).getObservableId(); case 110246592: // tenor return ((DepositIsdaCreditCurveNode) bean).getTenor(); case 746995843: // spotDateOffset return ((DepositIsdaCreditCurveNode) bean).getSpotDateOffset(); case -1065319863: // businessDayAdjustment return ((DepositIsdaCreditCurveNode) bean).getBusinessDayAdjustment(); case 1905311443: // dayCount return ((DepositIsdaCreditCurveNode) bean).getDayCount(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_of() { DepositIsdaCreditCurveNode test = DepositIsdaCreditCurveNode.of(OBS_ID, ADJ_3D, BUS_ADJ, TENOR, ACT_360); assertEquals(test.getBusinessDayAdjustment(), BUS_ADJ); assertEquals(test.getDayCount(), ACT_360); assertEquals(test.getLabel(), TENOR.toString()); assertEquals(test.getObservableId(), OBS_ID); assertEquals(test.getSpotDateOffset(), ADJ_3D); assertEquals(test.getTenor(), TENOR); assertEquals(test.date(TRADE_DATE, REF_DATA), LocalDate.of(2017, 1, 4)); assertEquals(test.metadata(LocalDate.of(2017, 1, 4)), TenorDateParameterMetadata.of(LocalDate.of(2017, 1, 4), TENOR)); }
if (node instanceof DepositIsdaCreditCurveNode) { DepositIsdaCreditCurveNode termDeposit = (DepositIsdaCreditCurveNode) node; cvDateTmp = termDeposit.getSpotDateOffset().adjust(curveSnapDate, refData); curveNodeTime[i] = curveDayCount.relativeYearFraction(cvDateTmp, adjMatDate); termDepositYearFraction[i] = termDeposit.getDayCount().relativeYearFraction(cvDateTmp, adjMatDate);